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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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3774110147 · Jun 202019922001200920172026
48 results for Subjective Views

A new method clusters subjects based on brain networks without vectorizing fMRI data.

problem Distortion of clustering results when simplifying fMRI data structure.
method Wishart mixture models for multiple-view clustering of brain networks.
result Identifies multiple underlying pairs of associations between subject clusters and brain sub-networks.

Study optimal trading strategies with differing views and market prices.

problem Maximizing portfolio value with subjective asset value vs market price.
method Mean-field game approach to analyze interactions among agents with differing signals.
result Cross-sectional distribution of agents' inventories and price distribution dependence on shared information.

We derive asset pricing formula for markets with incomplete information and subjective views.

problem Asset pricing in markets with informational imperfections and subjective investor beliefs.
method Closed-form market equilibrium formula based on Merton's model, non-linear system of equations, conditional posterior distribution.
result Derivation of market reference model for excess returns under random shadow-costs.

Universal learning machine is a theory trying to study machine learning from mathematical point of view. The outside world is reflected inside an universal learning machine according to pattern of incoming data. This is subjective pattern of learning machine. In [2,4], we discussed subjective spatial pattern, and estab…

2018-05-26abs ↗pdf ↗

Multi-view data, that is matched sets of measurements on the same subjects, have become increasingly common with advances in multi-omics technology. Often, it is of interest to find associations between the views that are related to the intrinsic class memberships. Existing association methods cannot directly incorpora…

2018-11-20abs ↗pdf ↗

Finding the most effective way to aggregate multi-subject fMRI data is a long-standing and challenging problem. It is of increasing interest in contemporary fMRI studies of human cognition due to the scarcity of data per subject and the variability of brain anatomy and functional response across subjects. Recent work o…

2016-08-17abs ↗pdf ↗

Correlated component analysis as proposed by Dmochowski et al. (2012) is a tool for investigating brain process similarity in the responses to multiple views of a given stimulus. Correlated components are identified under the assumption that the involved spatial networks are identical. Here we propose a hierarchical pr…

2018-02-07abs ↗pdf ↗

Almost para-quaternionic structures on smooth manifolds of dimension 2n2n are equivalent to almost Grassmannian structures of type (2,n)(2,n). We remind the equivalence and exhibit some interrelations between subjects that were previously studied independently from the para-quaternionic and the Grassmannian point of view.…

2013-01-22abs ↗pdf ↗

This is the first installment of a book on combinatorial and geometric group theory from the topological point of view. This is a classical subject. The installment contains Chapters 1, 3 and 4, and there are nine chapters in total: 1. Combinatorial Complexes 2. Topological Invariants 3. Coverings 4. Galois Theory 5. G…

2009-02-23abs ↗pdf ↗

In the frictionless discrete time financial market of Bouchard et al.(2015) we consider a trader who, due to regulatory requirements or internal risk management reasons, is required to hedge a claim ξξ in a risk-conservative way relative to a family of probability measures P\mathcal{P}. We first describe the evolutio…

2018-12-28abs ↗pdf ↗

Novel approach to learning models based on subjective timescales for better exploration and decision-making.

problem Learning models over multi-step timescales in environments with intermediate states.
method Developed a subjective-timescale model (STM) based on episodic memories, enabling systematic variation of temporal extent of predictions.
result STM produces more informative action-conditioned roll-outs, leading to better decision-making and exploration.

In this work we are concerned with valuing optionalities associated to invest or to delay investment in a project when the available information provided to the manager comes from simulated data of cash flows under historical (or subjective) measure in a possibly incomplete market. Our approach is suitable also to inco…

2015-09-11abs ↗pdf ↗

We consider Thompson's groups from the perspective of mapping class groups of surfaces of infinite type. This point of view leads us to the braided Thompson groups, which are extensions of Thompson's groups by infinite (spherical) braid groups. We will outline the main features of these groups and some applications to …

2011-05-03abs ↗pdf ↗

The coherent states are viewed as a powerful tool in differential geometry. It is shown that some objects in differential geometry can be expressed using quantities which appear in the construction of the coherent states. The following subjects are discussed via the coherent states: the geodesics, the conjugate locus a…

1998-07-14abs ↗pdf ↗

Socio-economic inequalities are manifested in different aspects of our social life. We discuss various aspects, beginning with the evolutionary and historical origins, and discussing the major issues from the social and economic point of view. The subject has attracted scholars from across various disciplines, includin…

2014-09-29abs ↗pdf ↗

Lagrangian cobordisms are three-dimensional compact oriented cobordisms between once-punctured surfaces, subject to some homological conditions. We extend the Le-Murakami-Ohtsuki invariant of homology three-spheres to a functor from the category of Lagrangian cobordisms to a certain category of Jacobi diagrams. We prov…

2007-01-10abs ↗pdf ↗

Minimal surfaces with planar curvature lines are classical geometric objects, having been studied since the late 19th century. In this paper, we revisit the subject from a different point of view. After calculating their metric functions using an analytical method, we recover the Weierstrass data, and give clean parame…

2016-06-06abs ↗pdf ↗

Optimal order execution strategies for brokers under reference benchmarks.

problem Maximizing broker's utility of excess profit-and-loss subject to reference strategies.
method Formulated as a utility maximization problem, optimal strategies derived in closed form.
result General reference strategies can be approximated by piece-wise linear combinations of IS and TC orders.

CREIMBO models diverse brain activity by identifying hidden neural sub-circuits and their non-stationary interactions.

problem Lack of alignment in neural recordings limits analysis of brain-wide dynamics.
method CREIMBO learns a unified model of neural dynamics by assuming multiple hidden global sub-circuits representing ensemble interactions.
result CREIMBO discovers session-specific neural ensembles and their non-stationary interactions, revealing cross-subject neural mechanisms.

The purpose of this book is to give an exposition of geometry, from a point of view which complements Klein's Erlangen program. The emphasis is on extending the classical Euclidean geometry to the finite case, but it goes beyond that. After a brief introduction, which gives the main theme, I present the main results, a…

2019-09-05abs ↗pdf ↗

We study the intrinsic geometry of area minimizing (and also of almost minimizing) hypersurfaces from a new point of view by relating this subject to quasiconformal geometry. For any such hypersurface we define and construct a so-called S-structure which reveals some unexpected geometric and analytic properties of the …

2018-05-06abs ↗pdf ↗

Euler's elastica with monotone curvature is uniquely minimal.

problem Global minimality of planar elastica with monotone curvature.
method Proof of global minimality using clamped boundary conditions and length penalization.
result Every planar elastica with non-constant monotone curvature is uniquely minimal.

In this article we shall give an account of certain developments in knot theory which followed upon the discovery of the Jones polynomial in 1984. The focus of our account will be recent glimmerings of understanding of the topological meaning of the new invariants. A second theme will be the central role that braid the…

1993-04-01abs ↗pdf ↗

This is a survey paper on the topic of Weil-Petersson geometry of Teichmuller spaces. Even though historically the subject has been developed as a branch of complex analysis, the treatment here is from the view-point of differential geometry, much influenced by the works of Eells, Earle, Fischer, Tromba and Wolpert ove…

2012-06-11abs ↗pdf ↗

A new method detects hallucinations in medical image restoration using Fourier Ring Correlation.

problem Detecting hallucinations in DL outputs for medical image restoration.
method sFRC (s(c)can FRC) over small patches of DL outputs and reference images.
result sFRC effectively detects hallucinations in CT and MRI restoration problems.

Let CC and DD be a pair of crumpled nn-cubes and hh a homeomorphism of Bd C\text{Bd }C to Bd D\text{Bd }D for which there exists a map fh:CDf_h: C\to D such that fhBd C=hf_h|\text{Bd }C =h and fh1(Bd D)=Bd Cf_{h}^{-1}(\text{Bd }D)=\text{Bd }C. In our view the presence of such a triple (C,D,h)(C,D,h) suggests that CC is "at least as wild as" $D…

2014-11-10abs ↗pdf ↗

Bayesian method improves sparse CCA for multi-view data.

problem Integrative statistical analysis of multi-view high-dimensional data.
method Bayesian infinite factor model with graphical horseshoe prior or diagonal structure to encourage sparsity.
result The proposed Bayesian ScSCCA approach achieves robust estimation of sparse CCA.